Modelling volatility of BSE Realty Index using conditional heteroscedasticity models
Dhananjaya Kadanda and Krishna Raj
| Year of publication: |
July-December 2017
|
|---|---|
| Authors: | Kadanda, Dhananjaya ; Krishna Raj |
| Published in: |
Manthan : journal of commerce and management. - Delhi : Journal Press India, ISSN 2347-4440, ZDB-ID 2802084-4. - Vol. 4.2017, 2, p. 13-28
|
| Subject: | Conditional volatility | Volatility clustering | GARCH model | Leverage effect | Volatilität | Volatility | ARCH-Modell | ARCH model | Aktienindex | Stock index | Heteroskedastizität | Heteroscedasticity | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.17492/manthan.v4i02.11462 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011875837